PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-12 10:56:41.007788+00:00 (UTC)
In US/Central Time, this is 2024-03-12 05:56:41.007788-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897894 -0.476789 0.085213 -0.006709 0.546207 0.254907
1997-01-03 -0.886186 -0.476789 -0.156539 0.008818 0.745763 0.205765
1997-01-06 -0.882283 -0.476789 -0.065130 -0.014472 0.778637 0.269687
1997-01-07 -0.882283 -0.455954 -0.130079 -0.045527 0.838256 0.383264
1997-01-08 -0.893991 -0.455954 -0.023034 -0.084344 0.786297 0.496449
... ... ... ... ... ... ...
2024-03-05 -0.800329 -1.497711 -0.718223 1.670222 1.214541 -0.158836
2024-03-06 -0.815940 -1.528963 -0.713412 1.670222 1.123783 -0.203223
2024-03-07 -0.815940 -1.497711 -0.720629 1.809966 1.133107 -0.250779
2024-03-08 -0.819842 -1.476876 -0.684546 1.872074 1.023325 -0.227794
2024-03-11 -0.819842 -1.497711 -0.684546 1.872074 0.955859 -0.227794

7184 rows × 6 columns

../../_images/5614e402c2d90d69677fc2164953cdd9d979b3ff0d1dce9eabd93580995986a6.png
pc1
DATE
1997-01-02   -0.579958
1997-01-03   -0.686195
1997-01-06   -0.669073
1997-01-07   -0.705489
1997-01-08   -0.675136
                ...   
2024-03-05   -1.525801
2024-03-06   -1.512459
2024-03-07   -1.532551
2024-03-08   -1.511684
2024-03-11   -1.503028
Name: PC1, Length: 7184, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/42b9f683c5ebb653ed0a316546307a33a50cf7ad69772613a3d86c2cd8959a5f.png
fig = px.line(pc1)
fig.show()
../../_images/654757d638712fabdf000068202821d3ee7264eed37c86d9893e54822bb53df3.png